A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Proposes E-MIIM for better mobile phone interruptions management.
The increasing popularity of cell phones has made them the most personal and ubiquitous communication devices nowadays. Typically, the ringing notifications of mobile phones are used to inform the users about the incoming calls. However, the notifications of inappropriate incoming calls sometimes cause interruptions no…
In reinforcement learning, agents learn by performing actions and observing their outcomes. Sometimes, it is desirable for a human operator to \textit{interrupt} an agent in order to prevent dangerous situations from happening. Yet, as part of their learning process, agents may link these interruptions, that impact the…
We show that when a third party, the adversary, steps into the two-party setting (agent and operator) of safely interruptible reinforcement learning, a trade-off has to be made between the probability of following the optimal policy in the limit, and the probability of escaping a dangerous situation created by the adve…
A new bandit problem where experiments can be interrupted if results are not promising.
To survive in the dynamically-evolving world, we accumulate knowledge and improve our skills based on experience. In the process, gaining new knowledge does not disrupt our vigilance to external stimuli. In other words, our learning process is 'accumulative' and 'online' without interruption. However, despite the recen…
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally dominated by financial firms. This flattening of the distribution contrasts with a lar…
Entropy-based model for hierarchical learning from multiscale data.
This work is a continuation of authors' research interrupted in the year 2010. Derived are recursive relations describing for the first time all infinitesimal symmetries of special 2-flags (sometimes also misleadingly called `Goursat 2-flags'). When algorithmized to the software level, they will give an answer filling …
Optimizes deep reinforcement learning for energy-efficient video streaming.
This paper proposes a novel scheme for the watermarking of Deep Reinforcement Learning (DRL) policies. This scheme provides a mechanism for the integration of a unique identifier within the policy in the form of its response to a designated sequence of state transitions, while incurring minimal impact on the nominal pe…
In this paper, we develop a Markovian model that deals with the volume offered at the best quote of an electronic order book. The volume of the first limit is a stochastic process whose paths are periodically interrupted and reset to a new value, either by a new limit order submitted inside the spread or by a market or…
AI learns market manipulation through simulation, suggesting regulation.
We propose a minimal theory of non-linear price impact based on a linear (latent) order book approximation, inspired by diffusion-reaction models and general arguments. Our framework allows one to compute the average price trajectory in the presence of a meta-order, that consistently generalizes previously proposed pro…
Mathematical framework using Riemannian geometry for intelligence and consciousness.
Artificial intelligence has impacted many aspects of human life. This paper studies the impact of artificial intelligence on economic theory. In particular we study the impact of artificial intelligence on the theory of bounded rationality, efficient market hypothesis and prospect theory.
The paper proposes a test for trading intelligence similar to the Turing Test.
The minute fluctuations of of S&P 500 and NASDAQ 100 indices display Boltzmann statistics over a wide range of positive as well as negative returns, thus allowing us to define a {\em market temperature} for either sign. With increasing time the sharp Boltzmann peak broadens into a Gaussian whose volatility measure…
This thesis explores emergent intelligence in disordered systems like spin glasses and neural networks.
We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-between best bid and best ask, and get executed whenever this center price reaches their level. This mechanism corresponds to the fundamental …
This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of exogenous news. I elaborate on the idea that spin-glass type of problems, where th…
Distributed learning is central for large-scale training of deep-learning models. However, they are exposed to a security threat in which Byzantine participants can interrupt or control the learning process. Previous attack models and their corresponding defenses assume that the rogue participants are (a) omniscient (k…
This brief note highlights some basic concepts required toward understanding the evolution of machine learning and deep learning models. The note starts with an overview of artificial intelligence and its relationship to biological neuron that ultimately led to the evolution of todays intelligent models.
We show that the statistics of spreads in real order books is characterized by an intrinsic asymmetry due to discreteness effects for even or odd values of the spread. An analysis of data from the NYSE order book points out that traders' strategies contribute to this asymmetry. We also investigate this phenomenon in th…
Preventing organizations from Cyber exploits needs timely intelligence about Cyber vulnerabilities and attacks, referred as threats. Cyber threat intelligence can be extracted from various sources including social media platforms where users publish the threat information in real time. Gathering Cyber threat intelligen…
Survey on AI math foundations, focusing on neural networks.
Survey on deep neural networks for vision and speech.
The use of machine learning and intelligent systems has become an established practice in the realm of malware detection and cyber threat prevention. In an environment characterized by widespread accessibility and big data, the feasibility of malware classification without the use of artificial intelligence-based techn…
Context-awareness in smart mobile applications is a growing area of study, because of it's intelligence in the applications. In order to build context-aware intelligent applications, mining contextual behavioral rules of individual smartphone users utilizing their phone log data is the key. However, to mine these rules…
Intelligence emerges from stabilizing invariant cycles in memory.
When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is to slow down the learning process. This paper presents a novel approach to contro…
Stochasticity is key for machine learning's robustness and generalizability.
This paper tackles URLLC in 6G networks with deep learning.
New framework compresses and recovers scientific data efficiently.
Chess engines Stockfish and LCZero differ in their approach to solving endgame puzzles.
We are working to develop automated intelligent agents, which can act and react as learning machines with minimal human intervention. To accomplish this, an intelligent agent is viewed as a question-asking machine, which is designed by coupling the processes of inference and inquiry to form a model-based learning unit.…
Future autonomous systems need reliable world models and complex action sequences.
Symmetry principles help in creating better AI representations.
Transportation and traffic are currently undergoing a rapid increase in terms of both scale and complexity. At the same time, an increasing share of traffic participants are being transformed into agents driven or supported by artificial intelligence resulting in mixed-intelligence traffic. This work explores the impli…
Learning-based link scheduling improves network performance in millimeter-wave multi-connectivity.
The paper proposes an AI and IIoT framework for improved maintenance.
The paper shows how uncertainty quantification improves counterfactual explainability in AI.
Deep RL predicts equipment maintenance from sensor data.
In this paper we propose a new method to assist in labeling data arriving from fast running processes using anomaly detection. A result is the possibility to manually classify data arriving at a high rates to train machine learning models. To circumvent the problem of not having a real ground truth we propose specific …
Computational Intelligence (CI) is a sub-branch of Artificial Intelligence paradigm focusing on the study of adaptive mechanisms to enable or facilitate intelligent behavior in complex and changing environments. There are several paradigms of CI [like artificial neural networks, evolutionary computations, swarm intelli…
The theory of rational choice assumes that when people make decisions they do so in order to maximize their utility. In order to achieve this goal they ought to use all the information available and consider all the choices available to choose an optimal choice. This paper investigates what happens when decisions are m…
EI-MTD defends edge intelligence against adversarial attacks with dynamic scheduling.
Study on AI-driven modeling for high burnup accident-tolerant fuels in SMRs.